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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,119,720 CHF | 1,129,720 CHF | 99.46% | 99.46% |
| 19/11/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,100,520 CHF | 1,110,520 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,119,270 CHF | 1,129,270 CHF | 99.29% | 99.29% |
| 15/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,116,970 CHF | 1,126,970 CHF | 98.67% | 98.67% |
| 14/11/2024 | 0.87% | 1.11 CHF | 1.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,142,590 CHF | 1,152,590 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,067,000 CHF | 1,077,000 CHF | 99.08% | 99.08% |
| 12/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,060,920 CHF | 1,070,920 CHF | 99.80% | 99.80% |
| 11/11/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,020,590 CHF | 1,030,590 CHF | 99.77% | 99.77% |
| 08/11/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 922,090 CHF | 932,090 CHF | 99.16% | 99.16% |
| 07/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 918,184 CHF | 928,184 CHF | 99.96% | 99.96% |
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